+804.5%
UMC vs DG
+614.5%
+190.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | +11.2% | +0.3% | +10.9% | +11.2% |
| 30D | -28.0% | +3.2% | -31.3% | -28.5% |
| 3M | -20.5% | +10.4% | -31.0% | -21.9% |
| 6M | -1.6% | +33.2% | -34.7% | -6.1% |
| YTD | +99.4% | +3.0% | +96.4% | +96.7% |
| 1Y | +120.4% | +31.2% | +89.2% | +109.5% |
| 3Y | +134.2% | +21.8% | +112.4% | +118.7% |
| 5Y | +78.8% | -35.0% | +113.8% | +85.6% |
| 10Y | +1,280.4% | +106.0% | +1,174.4% | +1,070.1% |
| All | +804.5% | +614.5% | +190.0% | +435.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling